SPX Credit Spread Trader

Discussion in 'Journals' started by El OchoCinco, May 17, 2005.

  1. Well it is still early in the day but this pattern is quite bearish for today. If the market continues to move lower than the flag I mentioned that seemed to be forming falls apart and the price brealkout of the channel is threatened. This could mean a move back towards 1270-75 and more consolidation. We will bounce but I still see us rangebound in the 1275 - 1315 range until March expiration.


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    #4001     Feb 24, 2006
  2. Doesn't seem like the market knows where it wants to be. I think everyone would like to continue the rally, but breaking 1300 seems a little lofty considering oil, FOMC, etc. I guess I shouldn't say lofty because under good conditions that level isn't scary at all. Premature would be a better word.
     
    #4002     Feb 24, 2006
  3. rdemyan

    rdemyan

    Thanks, Coach.

    I agree with you. I'd forgotten this will be a triple witching expiration.


     
    #4003     Feb 24, 2006
  4. Took me a while but I found the last post of my current positions lol.

    My Current Positions:

    - 150 SPX 1185/1195 BOX Spreads (something funny about saying the words "box" and "spread" in the same sentence.)

    Net Loss = $9,000 or $0.60


    - 175 MAR SPX Iron Condors 1165/1180/1335/1350 @ $1.15

    Credit = $20,125
    Risk = $242,375
    Return = 8.3%

    NET RETURN (including BOX adjustment) = 4.6%
     
    #4004     Feb 24, 2006
  5. Really nice charts..again thanks for sharing...however if you go farther back in time could you not find another channel...just courious because its been 6 trading days outside the channel...so at what point is the channel invalidated?

     
    #4005     Feb 24, 2006
  6. Once the chart pattern breaks out of the channel, the channel is still valid in order to follow up and determine if the breakout was a false breakout, or if there will be a pullback to the trendline which was broken on the breakout. Also it is helpful to keep the channel trendlines in place to highlight that trend against the current price movement.

    In the chart above, the price brokeout and then had a nice pullback (does not have to necessarily be all the way back to the trendline but it was close here). It reversed after the pullback but has momentarily stalled. Therefore, I keep the channel in sight so that I can put this current price movement in perspective.

    If the market continue to push higher then the channel needs to be looked at to see its place in the larger overall trend. Was the channel a bullish flag, i.e., pause in the current uptrend which forecasts out a measured move higher or was it simply a retracement of sorts. Keeping these patterns alive for continued study as the market moves forwards gives you a better study of what is going on and allows you to become more familiar with the price action. Since a bullish downward trending flag is a move that occurs in the middle of a trend, I would leave it on to see where the renwed uptrend stalls again for confirmation of the pattern and to find new overhead resistance points.

    I remove trendlines when the market moves in such ways to make the lines no longer meaningful. TA is very subjective and is a skill derived from experience. We will each see things differently but as long as you are consistent you can use it to your advantage.


     
    #4006     Feb 24, 2006
  7. One more thing I've been thinking about in "Donna's World"....I am personally troubled and I think the Market may be as well (especially going into the weekend) over the religious strife in Iraq. If indeed they break out in a Civil war then where is the US roll in THAT conflict? If the bombers of the Mosque wanted Civil war then that may indeed be what they are getting and it will take great will and strength on the part of the Iraq people to bring themselves together.

    I don't mean to be OT but all else being equal the market should be quite positive....
     
    #4007     Feb 24, 2006
  8. Thanks...since I do follow your charts...its nice to know where your "head" is...makes sense

     
    #4008     Feb 24, 2006
  9. Market moved back higher, Looks like SPX is fighting to move to upper end of this little breakout flag/mini-channel. Those strong headwinds sitll exist near 1295, so if they blow away the market can hit 1300. Watch to see if it gets near there today or fizzles out again. Should give you good indications going into next week perhaps.
     
    #4009     Feb 24, 2006
  10. since it is a little quiet out there.....we all know that spx on cboe has large quote spreads and also is very liquid.

    i am looking for opinions on any other index that has "tighter" spreads and is also liquid. i am sure this has been discussed before, but the realtime answers here are fantastic.
    i primarily write atm spreads and close when very small profit is achieved, then start again.
     
    #4010     Feb 25, 2006